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Viewing 14 posts - 33 through 46 (of 46 total)
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  • #24067
    doggod7756
    Participant

      March 2023 – 5.23%

      #24193
      doggod7756
      Participant

        April 2023 – 5.05%

        #24272
        doggod7756
        Participant

          May 2023 – 5.28%

          #24314
          doggod7756
          Participant

            June 2023 – 5.28%

            #24383
            doggod7756
            Participant

              July – 5.29%

              #24420
              Skyler
              Participant

                Does anyone know what the rounding convention is for the calculation of this monthly average?  My employer does subscribe to this data package within Bloomberg.  I dumped daily prices of this index (MOODAVG index, PX_LAST) and took average of daily values for historical calendar months.  I then sought to match up against historical rates (either those manually grabbed from the NAIC (https://content.naic.org/research_moody.htm), or those posted to this site).  There are a few months that are 1bp off.  I explored round nearest vs. round down and that solve the discrepancy.  I didn’t fill non-trading dates with the prior day’s price, but I doubt that’s the underlying reason.  Obviously we all use this data point for a variety of prescribed calculations, so it would be immensely helpful for the NAIC to publish the data underneath this calculation and leave a full history up on their site.

                 

                #24446
                doggod7756
                Participant

                  August 2023 – 5.58%

                  Sorry Skyler, not sure. I can’t find the MOODAVG index in Bloomberg to take a look, but I might not have that level of access.

                  #24512
                  Micah Herrmann
                  Participant

                    What is the September Rate?

                    #24513
                    doggod7756
                    Participant
                      #24594
                      doggod7756
                      Participant

                        October 2023 – 6.20%

                        #24795
                        doggod7756
                        Participant

                          November 2023 – 5.88%

                          December 2023 – 5.26%

                          #24884
                          doggod7756
                          Participant

                            January 2024 – 5.33%

                            #24951
                            doggod7756
                            Participant

                              February 2024 – 5.44%

                              #25006
                              doggod7756
                              Participant

                                March – 5.43%

                              Viewing 14 posts - 33 through 46 (of 46 total)
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